ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-18 |
121-21 |
1-03 |
0.9% |
119-04 |
| High |
122-14 |
123-22 |
1-08 |
1.0% |
121-04 |
| Low |
120-16 |
121-01 |
0-17 |
0.4% |
118-11 |
| Close |
121-10 |
122-16 |
1-06 |
1.0% |
120-09 |
| Range |
1-30 |
2-21 |
0-23 |
37.1% |
2-25 |
| ATR |
1-07 |
1-10 |
0-03 |
8.6% |
0-00 |
| Volume |
456,151 |
525,264 |
69,113 |
15.2% |
1,623,107 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-12 |
129-03 |
123-31 |
|
| R3 |
127-23 |
126-14 |
123-07 |
|
| R2 |
125-02 |
125-02 |
123-00 |
|
| R1 |
123-25 |
123-25 |
122-24 |
124-14 |
| PP |
122-13 |
122-13 |
122-13 |
122-23 |
| S1 |
121-04 |
121-04 |
122-08 |
121-24 |
| S2 |
119-24 |
119-24 |
122-00 |
|
| S3 |
117-03 |
118-15 |
121-25 |
|
| S4 |
114-14 |
115-26 |
121-01 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-08 |
127-02 |
121-26 |
|
| R3 |
125-15 |
124-09 |
121-01 |
|
| R2 |
122-22 |
122-22 |
120-25 |
|
| R1 |
121-16 |
121-16 |
120-17 |
122-03 |
| PP |
119-29 |
119-29 |
119-29 |
120-07 |
| S1 |
118-23 |
118-23 |
120-01 |
119-10 |
| S2 |
117-04 |
117-04 |
119-25 |
|
| S3 |
114-11 |
115-30 |
119-17 |
|
| S4 |
111-18 |
113-05 |
118-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-31 |
|
2.618 |
130-21 |
|
1.618 |
128-00 |
|
1.000 |
126-11 |
|
0.618 |
125-11 |
|
HIGH |
123-22 |
|
0.618 |
122-22 |
|
0.500 |
122-12 |
|
0.382 |
122-01 |
|
LOW |
121-01 |
|
0.618 |
119-12 |
|
1.000 |
118-12 |
|
1.618 |
116-23 |
|
2.618 |
114-02 |
|
4.250 |
109-24 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-14 |
122-08 |
| PP |
122-13 |
121-31 |
| S1 |
122-12 |
121-23 |
|